+350.3%
CRL vs SSNC
+184.6%
+165.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.1% | +2.3% | -2.2% | -1.3% |
| 30D | +11.9% | -3.1% | +15.0% | +13.5% |
| 3M | +20.2% | -2.7% | +22.9% | +21.3% |
| 6M | +107.5% | +23.7% | +83.9% | +76.8% |
| YTD | +69.4% | -8.0% | +77.5% | +74.4% |
| 1Y | +99.7% | -4.7% | +104.4% | +100.8% |
| 3Y | +98.8% | +58.0% | +40.8% | +45.3% |
| 5Y | -12.4% | +8.0% | -20.4% | -19.8% |
| All | +350.3% | +184.6% | +165.6% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling